GSEU vs. DMXF

In the year-to-date period, GSEU achieves a 18.26% return, which is significantly higher than DMXF's 10.82% return.

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GSEU has a 0.25% expense ratio, which is higher than DMXF's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and iShares ESG Advanced MSCI EAFE ETF (DMXF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current GSEU Sharpe Ratio is 0.76, which is higher than the DMXF Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GSEU and DMXF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSEU's dividend yield for the trailing twelve months is around 1.99%, less than DMXF's 2.63% yield.

The maximum GSEU drawdown since its inception was -35.71%, roughly equal to the maximum DMXF drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for GSEU and DMXF. For additional features, visit the drawdowns tool.

Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and iShares ESG Advanced MSCI EAFE ETF (DMXF) have volatilities of 3.96% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.